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This contribution revisits the classical approximate realization problem, which involves determining matrices of a state-space model based on estimates of a truncated series of Markov parameters. A Hankel matrix built up by these Markov…
Exponential is a basic signal form, and how to fast acquire this signal is one of the fundamental problems and frontiers in signal processing. To achieve this goal, partial data may be acquired but result in the severe artifacts in its…
We study the robust matrix completion problem for the low-rank Hankel matrix, which detects the sparse corruptions caused by extreme outliers while we try to recover the original Hankel matrix from the partial observation. In this paper, we…
Spectral clustering is one of the most effective clustering approaches that capture hidden cluster structures in the data. However, it does not scale well to large-scale problems due to its quadratic complexity in constructing similarity…
A semidefinite program (SDP) is a particular kind of convex optimization problem with applications in operations research, combinatorial optimization, quantum information science, and beyond. In this work, we propose variational quantum…
We present an efficient and practical algorithm for the online prediction of discrete-time linear dynamical systems with a symmetric transition matrix. We circumvent the non-convex optimization problem using improper learning: carefully…
Deep neural networks (DNNs) suffer from the spectral bias, wherein DNNs typically exhibit a tendency to prioritize the learning of lower-frequency components of a function, struggling to capture its high-frequency features. This paper is to…
The singular value decomposition (SVD) is a crucial tool in machine learning and statistical data analysis. However, it is highly susceptible to outliers in the data matrix. Existing robust SVD algorithms often sacrifice speed for…
Supervised classification and representation learning are two widely used classes of methods to analyze multivariate images. Although complementary, these methods have been scarcely considered jointly in a hierarchical modeling. In this…
Determinantal point processes (DPPs) have attracted significant attention in machine learning for their ability to model subsets drawn from a large item collection. Recent work shows that nonsymmetric DPP (NDPP) kernels have significant…
We present Spectral Inference Networks, a framework for learning eigenfunctions of linear operators by stochastic optimization. Spectral Inference Networks generalize Slow Feature Analysis to generic symmetric operators, and are closely…
We present a new computational approach to approximating a large, noisy data table by a low-rank matrix with sparse singular vectors. The approximation is obtained from thresholded subspace iterations that produce the singular vectors…
Computing eigenvalue decomposition (EVD) of a given linear operator, or finding its leading eigenvalues and eigenfunctions, is a fundamental task in many machine learning and scientific computing problems. For high-dimensional eigenvalue…
We develop a new algorithm to compute determinants of all possible Hankel matrices made up from a given finite length sequence over a finite field. Our algorithm fits within the dynamic programming paradigm by exploiting new recursive…
Spectral clustering is a fundamental technique in the field of data mining and information processing. Most existing spectral clustering algorithms integrate dimensionality reduction into the clustering process assisted by manifold learning…
Eigensystem Realization Algorithm (ERA) is a data-driven approach for subspace system identification and is widely used in many areas of engineering. However, the computational cost of the ERA is dominated by a step that involves the…
The spectral bundle method proposed by Helmberg and Rendl is well established for solving large-scale semidefinite programs (SDP) thanks to its low per iteration computational complexity and strong practical performance. In this paper, we…
Hankel matrices are an important class of highly-structured matrices, arising across computational mathematics, engineering, and theoretical computer science. It is well-known that positive semidefinite (PSD) Hankel matrices are always…
Vanishing and exploding gradients are two of the main obstacles in training deep neural networks, especially in capturing long range dependencies in recurrent neural networks~(RNNs). In this paper, we present an efficient parametrization of…
Hidden Markov models (HMMs) are widely used statistical models for modeling sequential data. The parameter estimation for HMMs from time series data is an important learning problem. The predominant methods for parameter estimation are…